+373.4%
APLD vs COO
-23.4%
+396.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.9% |
| 7D | +4.1% | -2.2% | +6.3% | +4.3% |
| 30D | -11.7% | -7.0% | -4.7% | -11.1% |
| 3M | -40.3% | +12.2% | -52.5% | -41.7% |
| 6M | -8.0% | -15.1% | +7.2% | -5.3% |
| YTD | +7.5% | -15.1% | +22.6% | +10.6% |
| 1Y | +84.0% | +2.3% | +81.7% | +82.8% |
| All | +373.4% | -23.4% | +396.9% | +310.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling